NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Owen Lamont

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

May 2007The Earnings Announcement Premium and Trading Volume
with Andrea Frazzini: w13090
December 2005Investor Sentiment and Corporate Finance: Micro and Macro
with Jeremy C. Stein: w11882
August 2005Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns
with Andrea Frazzini: w11526
July 2004Go Down Fighting: Short Sellers vs. Firms
w10659
January 2004Aggregate Short Interest and Market Valuations
with Jeremy C. Stein: w10218
July 2002Evaluating Value Weighting: Corporate Events and Market Timing
w9049
October 2001Short Sale Constraints and Stock Returns
with Charles M. Jones: w8494
May 2001Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
with Richard H. Thaler: w8302
July 2000Does Diversification Destroy Value? Evidence From Industry Shocks
with Christopher Polk: w7803
October 1999The Diversification Discount: Cash Flows vs. Returns
with Christopher Polk: w7396
March 1999Economic Tracking Portfolios
w7055
February 1999Investment Plans and Stock Returns
w6973
October 1997Financial Constraints and Stock Returns
with Christopher Polk, Jesus Saa-Requejo: w6210
March 1997Leverage and House-Price Dynamics in U.S. Cities
with Jeremy C. Stein: w5961
July 1996Earnings and Expected Returns
w5671
June 1996Relative Price Variability and Inflation: Evidence from US Cities
with Guy Debelle: w5627
May 1996Investor Reaction to Salient News in Closed-End Country Funds
with Peter Klibanoff, Thierry A. Wizman: w5588
March 1996Cash Flow and Investment: Evidence from Internal Capital Markets
w5499
January 1996Public Information and the Persistence of Bond Market Volatility
with Charles M. Jones, Robin Lumsdaine: w5446
December 1995Do "Shortages" Cause Inflation?
w5402
October 1995Macroeconomics Forecasts and Microeconomic Forecasters
w5284
November 1992Credit Conditions and the Cyclical Behavior of Inventories: A Case Studyof the 1981-82 Recession
with Anil K Kashyap, Jeremy C. Stein: w4211

Contact and additional information for this authorAll publicationsWorking Papers only

 
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